Journal of Mathematical Finance

Vol.6 No.1(2016), Paper ID 63958, 12 pages

DOI:10.4236/jmf.2016.61016

 

Statistical Arbitrage in S&P500

 

Stefanos Drakos

 

International Centre for Computational Engineering, Rhodes, Greece

 

Copyright © 2016 Stefanos Drakos et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Drakos, S. (2016) Statistical Arbitrage in S&P500. Journal of Mathematical Finance, 6, 166-177. doi: 10.4236/jmf.2016.61016.
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